Related papers: Large gap asymptotics for the generating function …
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
We study the dominant eigenstructure of positive-kernel Fredholm operators arising in multi-state structured population models, including integral projection models and age-structured McKendrick-type equations. To obtain a determinant-free…
Let $f:\mathbb{R} \to \mathbb{R}$ be a stationary centered Gaussian process. For any $R>0$, let $\nu_R$ denote the counting measure of $\{x \in \mathbb{R} \mid f(Rx)=0\}$. In this paper, we study the large $R$ asymptotic distribution of…
We give the distribution function of $M_n$, the maximum of a sequence of $n$ observations from an autoregressive process of order 2. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…
In this paper we study the asymptotic theory for samples problem based on the functional empirical process (fep), this new method is called general samples problem. We suggest this method to develop the full theory of estimation of means,…
We consider the convergence of additive functionals under the determinantal point process with the confluent hypergeometric kernel, corresponding to a sufficiently smooth function $f(x/R)$, as $R\to\infty$. We show that these functionals…
We introduce innovative inference procedures for analyzing time series data. Our methodology enables density approximation and composite hypothesis testing based on Whittle's estimator, a widely applied M-estimator in the frequency domain.…
We consider a two-dimensional determinantal point process arising in the random normal matrix model and which is a two-parameter generalization of the complex Ginibre point process. In this paper, we prove that the probability that no…
We consider a multivariate generating function F(z), whose coefficients are indexed by d-tuples of nonnegative integers: F(z) = sum_r a_r z^r where z^r denotes the product of z_j^{r_j} over j = 1, ..., d. Suppose that F(z) is meromorphic in…
We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…
In this paper, we introduce a novel approach for bounding the cumulant generating function (CGF) of a Dirichlet process (DP) $X \sim \text{DP}(\alpha \nu_0)$, using superadditivity. In particular, our key technical contribution is the…
We consider convolution integral equations on a finite interval with a real-valued kernel of even parity, a problem equivalent to finding a Wiener-Hopf factorisation of a notoriously difficult class of $2\times 2$ matrices. The kernel…
In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…
The objective of this paper is to establish a general asymptotic representation (\textit{GAR}) for a wide range of statistics, employing two fundamental processes: the functional empirical process (\textit{fep}) and the residual functional…
In this paper we present the asymptotic enumeration of RNA structures with pseudoknots. We develop a general framework for the computation of exponential growth rate and the sub exponential factors for $k$-noncrossing RNA structures. Our…
In this paper we study the Theta splitting function $\Theta(s+1)$, a function defined on the positive integers. We study the distribution of this function for sufficiently large values of the integers. As an application we show that…
We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain…
In the present paper, we study the time-dependent correlation function of the one-dimensional impenetrable Bose gas, which can be expressed in terms of the Fredholm determinant of a time-dependent sine kernel and the solutions of the…
Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…
We find the probability of two gaps of the form $(sc,sb)\cup (sa,+\infty)$, $c<b<a<0$, for large $s>0$, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.